@article{econhot_econhot-cited-4b4ae782e9dc5ab2, title = {Linear Regression Limit Theory for Nonstationary Panel Data}, author = {Peter C.B. Phillips and Hyungsik Roger Moon}, journal = {Econometrica}, year = {1999}, volume = {67}, number = {5}, pages = {1057-1111}, doi = {10.1111/1468-0262.00070}, url = {https://doi.org/10.1111/1468-0262.00070} }